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Options of futures: Pricing and the effect of an anticipated price change

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  • Avner Wolf

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  • Avner Wolf, 1984. "Options of futures: Pricing and the effect of an anticipated price change," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 4(4), pages 491-512, December.
  • Handle: RePEc:wly:jfutmk:v:4:y:1984:i:4:p:491-512
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    Cited by:

    1. Tabesh, Hamid, 1987. "Hedging price risk to soybean producers with futures and options: a case study," ISU General Staff Papers 1987010108000010306, Iowa State University, Department of Economics.
    2. Lei, Li-Fen, 1992. "Using futures and option contracts to manage price and quantity risk: A case of corn farmers in central Iowa," ISU General Staff Papers 1992010108000011326, Iowa State University, Department of Economics.
    3. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.

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